Het = function (mat, x, m,rem)
{
nr = nrow(mat)
nc = ncol(mat)
mat1 = mat
matt=mat
mat1 = mat1[order(mat1[,x+1]),]
if (nr%%2==1){
if (m%%2==1){
k=m
}
else{
k=m+1
}
}
else {
if (m%%2==1){
k=m+1
}
else{
k=m
}
}
l=0
l=(nr-k)/2
mt1 = mat1[1:l,1:nc]
cat(mt1,"\\\\\\\\\\\\\\\\n")
mt2 = mat1[(l+k+1):nr,1:nc]
cat(mt2,"\\\\\\\\\\\\\\\\n")
y1=mt1[1:l,1]
cat(y1,"\\\\\\\\\\\\\\\\n")
y2=mt2[1:l,1]
cat(y2,"\\\\\\\\\\\\\\\\n")
reg = function (Yt, mm)
{
regr = lm (Yt~mm)
nr = nrow(mm)
nc = ncol(mm)
y = c()
b = c()
for (i in 1:(nc+1))
{
b[i]=regr$coef[i]
}
for (i in 1:nr)
{
ypom = 0;
for (j in 2:(nc+1))
{
ypom = ypom + b[j]*mm[i,(j-1)]
}
y[i]=b[1]+ypom
}
y
}
yt1 = reg(y1,mt1[1:l,2:nc])
yt2 = reg(y2,mt2[1:l,2:nc])
sum1 = 0
sum2 = 0
et1=c()
et2=c()
for (i in 1:l){
et1[i]=y1[i]-yt1[i]
et1[i]=et1[i]*et1[i]
sum1 =sum1 + et1[i]
}
for (i in 1:l){
et2[i]=y2[i]-yt2[i]
et2[i]=et2[i]*et2[i]
sum2 = sum2 + et2[i]
}
if (sum1>sum2){
Fv=sum1/sum2
}
else {
Fv=sum2/sum1
}
sv = l-(nc-1)-1
Ftab = qf(0.95,sv,sv)
if (Fv>Ftab){
H1='true'
cat(
" =======================================","\\\\\\\\\\\\\\\\n",
" Results:","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n",
"---------------------------------------","\\\\\\\\\\\\\\\\n",
" F stats. calculated: ",Fv,"\\\\\\\\\\\\\\\\n",
" F stats. tabulated: ",Ftab,"\\\\\\\\\\\\\\\\n",
" Presence of heteroscedasticity","\\\\\\\\\\\\\\\\n",
"=======================================","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n"
)
}
else {
H1='false'
cat(
" =======================================","\\\\\\\\\\\\\\\\n",
" Results:","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n",
"---------------------------------------","\\\\\\\\\\\\\\\\n",
" F stats. calculated: ",Fv,"\\\\\\\\\\\\\\\\n",
" F stats. tabulated: ",Ftab,"\\\\\\\\\\\\\\\\n",
" The absence of heteroskedasticity","\\\\\\\\\\\\\\\\n",
"=======================================","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n"
)
}
if (H1=='true' & rem=='true'){
cat(
" +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+","\\\\\\\\\\\\\\\\n",
" Removing heteroscedasticity","\\\\\\\\\\\\\\\\n",
"+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n"
)
xx=matt[1:nr,x+1]
for (i in 1:nc){
if (i==x+1){
for (j in 1:nr){
matt[j,i]=1/xx[j]
}
}
else{
for (j in 1:nr){
matt[j,i]=matt[j,i]/xx[j]
}
}
}
Het(matt,1,1,'false')
}
if (rem=='true'){
cat(
" =======================================","\\\\\\\\\\\\\\\\n",
" New values:","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n",
"---------------------------------------","\\\\\\\\\\\\\\\\n",
"yt=c("
)
for (j in 1:nr){
if(j<nr){
cat(
matt[j,1],","
)
}
else{
cat(
matt[j,1]
)
}
}
cat(
")\\\\\\\\\\\\\\\\n"
)
for (i in 2:nc){
cat(
" x",i-1,"=",matt[1:nr,i],"\\\\\\\\\\\\\\\\n"
)
}
cat(
" =======================================","\\\\\\\\\\\\\\\\n\\\\\\\\\\\\\\\\n"
)
}
}
